compression in backups

Is there not a way to backup a database and compress the .mdf while it is backing up? Do I have to invest in a third party tool like Red-Gate's SQL Back or Idera's SQLSafe? If I use zip to compress...there is really no performance or storage saving. Is there anything on the market more efficient than winzip that will compress the .bak during the backup process?

if you do not want to pay for a 3rd party product, you write your own SQL backup compression utility
search the MS site for VDI, there is a sample program on how to use VDI for backup
then go to Source Forge to find some good open source compression utilities
figure this would take you about 1 week for a basic tool,
you are on your own for support

Actually...I am doing backups from a couple dozen servers...all .bak's ranging in size from 5-28GB. On average, I would say 15GB in size. I was looking at the sqlzip article. That solution looks very feasible for me at this time.